| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
2,004.6 |
1,993.5 |
-11.1 |
-0.6% |
1,981.3 |
| High |
2,007.6 |
1,999.0 |
-8.6 |
-0.4% |
2,082.0 |
| Low |
1,964.8 |
1,956.7 |
-8.1 |
-0.4% |
1,964.8 |
| Close |
1,989.4 |
1,965.5 |
-23.9 |
-1.2% |
1,989.4 |
| Range |
42.8 |
42.3 |
-0.5 |
-1.2% |
117.2 |
| ATR |
41.0 |
41.1 |
0.1 |
0.2% |
0.0 |
| Volume |
84,983 |
24,886 |
-60,097 |
-70.7% |
390,437 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.6 |
2,075.4 |
1,988.8 |
|
| R3 |
2,058.3 |
2,033.1 |
1,977.1 |
|
| R2 |
2,016.0 |
2,016.0 |
1,973.3 |
|
| R1 |
1,990.8 |
1,990.8 |
1,969.4 |
1,982.3 |
| PP |
1,973.7 |
1,973.7 |
1,973.7 |
1,969.5 |
| S1 |
1,948.5 |
1,948.5 |
1,961.6 |
1,940.0 |
| S2 |
1,931.4 |
1,931.4 |
1,957.7 |
|
| S3 |
1,889.1 |
1,906.2 |
1,953.9 |
|
| S4 |
1,846.8 |
1,863.9 |
1,942.2 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,363.7 |
2,293.7 |
2,053.9 |
|
| R3 |
2,246.5 |
2,176.5 |
2,021.6 |
|
| R2 |
2,129.3 |
2,129.3 |
2,010.9 |
|
| R1 |
2,059.3 |
2,059.3 |
2,000.1 |
2,094.3 |
| PP |
2,012.1 |
2,012.1 |
2,012.1 |
2,029.6 |
| S1 |
1,942.1 |
1,942.1 |
1,978.7 |
1,977.1 |
| S2 |
1,894.9 |
1,894.9 |
1,967.9 |
|
| S3 |
1,777.7 |
1,824.9 |
1,957.2 |
|
| S4 |
1,660.5 |
1,707.7 |
1,924.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,082.0 |
1,956.7 |
125.3 |
6.4% |
60.6 |
3.1% |
7% |
False |
True |
68,408 |
| 10 |
2,082.0 |
1,906.5 |
175.5 |
8.9% |
49.3 |
2.5% |
34% |
False |
False |
46,151 |
| 20 |
2,082.0 |
1,849.2 |
232.8 |
11.8% |
42.8 |
2.2% |
50% |
False |
False |
27,716 |
| 40 |
2,082.0 |
1,783.8 |
298.2 |
15.2% |
31.5 |
1.6% |
61% |
False |
False |
17,278 |
| 60 |
2,082.0 |
1,780.9 |
301.1 |
15.3% |
27.0 |
1.4% |
61% |
False |
False |
12,676 |
| 80 |
2,082.0 |
1,757.6 |
324.4 |
16.5% |
25.7 |
1.3% |
64% |
False |
False |
10,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.8 |
|
2.618 |
2,109.7 |
|
1.618 |
2,067.4 |
|
1.000 |
2,041.3 |
|
0.618 |
2,025.1 |
|
HIGH |
1,999.0 |
|
0.618 |
1,982.8 |
|
0.500 |
1,977.9 |
|
0.382 |
1,972.9 |
|
LOW |
1,956.7 |
|
0.618 |
1,930.6 |
|
1.000 |
1,914.4 |
|
1.618 |
1,888.3 |
|
2.618 |
1,846.0 |
|
4.250 |
1,776.9 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,977.9 |
1,987.5 |
| PP |
1,973.7 |
1,980.2 |
| S1 |
1,969.6 |
1,972.8 |
|